-59.8%
FISV vs KMX
-26.1%
-33.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -7.2% | -3.4% | -3.8% | -6.5% |
| 30D | -7.2% | +4.0% | -11.2% | -7.9% |
| 3M | -8.2% | +24.8% | -32.9% | -12.8% |
| 6M | -17.7% | +43.6% | -61.3% | -25.0% |
| YTD | -27.2% | +56.6% | -83.8% | -35.2% |
| 1Y | -63.0% | +2.2% | -65.2% | -64.1% |
| All | -59.8% | -26.1% | -33.7% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling